Residual variance estimation using a nearest neighbor statistic

DOI10.1016/j.jmva.2009.12.020zbMath1181.62035MaRDI QIDQ2267583

Elia Liitiäinen, Amaury Lendasse, Francesco Corona

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.020

zbMATH Keywords

nonparametric; nearest neighbors; noise variance estimation; residual variance estimation

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Rate of convergence of the density estimation of regression residual, Adaptive density estimation based on real and artificial data, Optimal global rates of convergence for interpolation problems with random design, Difference-based variance estimation in nonparametric regression with repeated measurement data, Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours

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